I need help please

[nicola.prada@xxxxxxxxx]

Hi list, 

I need a little help. The code below has been written in order to 
compare the performance of a stock versus the index when a trading 
system entry on the stock. This is the basic version, 
based only on a simple moving average. Slave is the stock , master is 
the Index, Length is the lookback of the moving average. This indicator 
(is NOT a sistem, it SIMULATE a sistem) 
runs on daily data and creates a file txt with the name specified with 
the input "Report". I import the file in MS Excel for further study 
(remember this is the basic version).
My problem is the calculos of the "performance". I use the ROC formula, 
but the result are very BAD, I think it's for a code problem. The result 
is very different compared to what I get in 
Excel and in most of the cases  the result is wrong. i.e.: Entry 2.23 
Exit 3.48 Performance: - 6.48 !!!!!!!!!!

I use TS2000 and there aren't plot command line.
Any help would be appreciated.

{This is a simple test-code written by Nicola Prada to
in order to compare the performance of a stock versus 
the performance of the index when the system entry}

Input:   Slave(Close of data1),      
Master(Close of data2),     
Length(25),          
Report("c:\TEST.txt");

Vars:  Pox(0),            
PrezzoEntryAz(0),       
PrezzoEntryIn(0),        
PerfAz(0),           
PerfIn(0),           
PosN(0);           

Condition1=C>Average(C,Length);
Condition2=C<Average(C,Length);

if date of data1 > date[1] of data1 then begin

{Entry if price > average}

if  Pox=0 AND Condition1 then begin

PosN=PosN+1;

FileAppend(Report,

"PositionN "  +
NumToStr(PosN, 0)+ " "+
NumtoStr(Month(Date of Data1),0) + "/" +      {Date - Month}
NumToStr(DayOfMonth(Date of Data1),0) + "/"+  {Date - Day}
NumtoStr(Year (Date of Data1),0) +" " +       {Date - Year}
NumToStr(Open of Data1, 0)+"." + RightStr(NumtoStr(FracPortion(Open of 
Data1),4),4) + " " +
NumToStr(Open of Data2, 0)+"." + RightStr(NumtoStr(FracPortion(Open of 
Data2),4),4) + " " );

Pox=1;
PrezzoEntryAz=Open[0] of data1;
PrezzoEntryIn=Open[0] of data2;

End;

{Esce the position ic price < average}

if Pox=1 AND Condition2 then begin

PerfAz=(((Open[0] of data1/PrezzoEntryAz)-1)*100);
PerfIn=(((Open[0] of data2/PrezzoEntryIn)-1)*100);

FileAppend(Report,

"PositionClosed" + "  " +
NumtoStr(Month(Date of Data1),0) + "/" +       {Date - Month}
NumToStr(DayOfMonth(Date of Data1),0) + "/"+    {Date - Day}
NumtoStr(Year (Date of Data1),0) +" " +         {Date - Year}
NumToStr(Open[0] of data1,0)+"." + 
RightStr(NumtoStr(FracPortion(Open[0] of data1),4),4) + " " +
NumToStr(Open[0] of data2, 0)+"." + 
RightStr(NumtoStr(FracPortion(Open[0] of data2),4),4)+  "  "+
NumToStr(PerfAz, 0)+"." + RightStr(NumtoStr(FracPortion(PerfAz),4),4) 
+ " "+
NumToStr(PerfIn, 0)+"." + RightStr(NumtoStr(FracPortion(PerfIn),4),4)  

+ NewLine );

Pox=0;
PerfAz=0;
PerfIn=0;
PrezzoEntryAz=0;
PrezzoEntryIn=0;

End;
End;